### General

## Advanced Optimization

Lectures: M. Kvasnica, exercises: M. Klaučo

- General
- 17 September - 23 September
### 17 September - 23 September

Covered topics:

- Motivation
- Course goals and objectives
- Grading
- Unconstrained optimization

- 24 September - 30 September
### 24 September - 30 September

Gradient-based numerical algorithms for unconstrained optimization:

- gradient descent method
- Newton method

- 1 October - 7 October
### 1 October - 7 October

Gradient-free method for unconstrained optimization

- the Luus-Jaakola random method
- simulated annealing
- extremum seeking

- 8 October - 14 October
### 8 October - 14 October

Covered topics:

- the Nelder-Mead algorithm for unconstrained optimization
- elimination-based method for solving problems with equality constraints
- the Lagrange method for equality-constrained optimization

- 15 October - 21 October
- 22 October - 28 October
### 22 October - 28 October

Covered topics:

- Inequality-constrained optimization
- Economic interpretation of Lagrange multipliers

- 29 October - 4 November
- 5 November - 11 November
- 12 November - 18 November
- 19 November - 25 November
- 26 November - 2 December
- 3 December - 9 December
- 10 December - 16 December